The supremum of a particular Gaussian field

DOI10.1214/AOP/1176993299MaRDI QIDQ794337zbMATHOpenAlexFDO

Authors Robert J. Adler

Publication date 1984

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176993299

zbMATH Keywords

two-parameter, homogeneous Gaussian random field

Mathematics Subject Classification ID

Gaussian processes (60G15) Random fields (60G60) Sample path properties (60G17) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Recommendations

• On the estimation of the tail probability of the maximum of a Gaussian field
• scientific article; zbMATH DE number 3862157
• Exponential Bounds for the Distribution of the Maximum of a Non-Gaussian Random Field
• Probabilities of high excursions of Gaussian fields
• Оценки распределения максимума случайного поля

Cited in

(14)

• Boundary crossings and the distribution function of the maximum of Brownian sheet.
• The record method for two and three dimensional parameters random fields
• scientific article; zbMATH DE number 4172062 (Why is no real title available?)
• Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\)
• Scan statistics on Enron graphs
• On the estimation of the tail probability of the maximum of a Gaussian field
• On the comparison of the distribution of the supremum of random fields represented by stochastic integrals
• Probability tails of Gaussian extrema
• The distribution of the maximum of particular random fields
• Distribution of the supremum of the two-parameter Slepian process on the boundary of the unit square
• Approximating probabilities of first passage in a particular gaussian process
• Complex analysis and convolution operators
• Small ball probabilities for the Slepian Gaussian fields
• Importance sampling for spatial scan analysis: computing scan statistic \(p-\)values for marked point processes.

This page was built for publication: The supremum of a particular Gaussian field

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q794337)